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Logistic Regression on Toeplitz Sigma_a (r=0.6) (synthetic)

95CoverageSketched Newton Method
85.6488.0790.592.93Feb 10, 2025

Evaluation results

MethodLinks
Sketched Newton Methodd=100, tau=40, Estimator=Ξ_l2025.02950.153
Sketched Newton Methodd=60, tau=10, Estimator=Ξ_l2025.0294.50.088
Sketched Newton Methodd=60, tau=10, Estimator=Ξ_t2025.0290.5-0.257
SGDd=60, Estimator=Ξ̄_t2025.0286-0.108